Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features

JOURNAL ARTICLE published March 2024 in Journal of Futures Markets

Authors: Mário Correia Fernandes | José Carlos Dias | João Pedro Vidal Nunes

The informational content of the basis: Evidence from Canadian barley, oats, and canola futures markets

JOURNAL ARTICLE published February 1991 in Journal of Futures Markets

Authors: Nabil T. Khoury | Pierre Yourougou

Forecasting bitcoin volatility: Evidence from the options market

JOURNAL ARTICLE published October 2020 in Journal of Futures Markets

Authors: Lai T. Hoang | Dirk G. Baur

Masthead

JOURNAL ARTICLE published December 1996 in Journal of Futures Markets

Option‐Expiration Effects in Small Markets: The Spanish Stock Exchange

JOURNAL ARTICLE published October 2001 in Journal of Futures Markets

Authors: P. Corredor | P. Lechón | R. Santamaría

JOURNAL ISSUE published November 2010 in Journal of Futures Markets

Combining price forecasting with hedging of hogs: An evaluation using alternative measures of risk

JOURNAL ARTICLE published September 1985 in Journal of Futures Markets

Authors: Matthew T. Holt | Jon A. Brandt

JOURNAL ISSUE published April 2013 in Journal of Futures Markets

The probability distribution of futures prices in the foreign exchange market: A comparison of candidate processes

JOURNAL ARTICLE published December 1990 in Journal of Futures Markets

Authors: Roger Fujihara | Keehwan Park

The impact of Sino–US trade war on price discovery of soybean: A double‐edged sword?

JOURNAL ARTICLE published July 2023 in Journal of Futures Markets

Authors: Arunava Bandyopadhyay | Prabina Rajib

Putting on the crush: Day trading the soybean complex spread

JOURNAL ARTICLE published February 1993 in Journal of Futures Markets

Authors: Dominic Rechner | Geoffrey Poitras

Ambiguity and the Value of Hedging

JOURNAL ARTICLE published September 2015 in Journal of Futures Markets

Authors: Kit Pong Wong

Multiple-year pricing strategies for corn and soybeans

JOURNAL ARTICLE published December 1997 in Journal of Futures Markets

Authors: David E. Kenyon | Charles V. Beckman

Flow toxicity of high‐frequency trading and its impact on price volatility: Evidence from the KOSPI 200 futures market

JOURNAL ARTICLE published February 2020 in Journal of Futures Markets

Authors: Jangkoo Kang | Kyung Yoon Kwon | Wooyeon Kim

JOURNAL ISSUE published August 2010 in Journal of Futures Markets

Earnings announcement timing, uncertainty, and volatility risk premiums

JOURNAL ARTICLE published October 2020 in Journal of Futures Markets

Authors: Tom Adams | Thaddeus Neururer

Hedging costs and joint determinants of premiums and spreads in structured financial products

JOURNAL ARTICLE published July 2020 in Journal of Futures Markets

Authors: Oliver Entrop | Georg Fischer

Journal of Futures Markets: Volume 40, Number 5, May 2020

JOURNAL ARTICLE published May 2020 in Journal of Futures Markets

JOURNAL ISSUE published November 2020 in Journal of Futures Markets

Journal of Futures Markets: Volume 40, Number 10, October 2020

JOURNAL ARTICLE published October 2020 in Journal of Futures Markets